"Yield curve arbitrage" Essays and Research Papers

Sort By:
Satisfactory Essays
Good Essays
Better Essays
Powerful Essays
Best Essays
Page 46 of 50 - About 500 Essays
  • Better Essays

    Econs

    • 3265 Words
    • 14 Pages

    Answers of Managerial Economics Homework #2 Chapter 5~Chapter 9 1.Using figure 5.3 as a basis‚ construct a series of four figures to show the effect of an increase in the demand for tanker service on the market price when (a) demand is extremely inelastic‚ (b) demand is extremely elastic‚ (c) supply is extremely inelastic‚ and (d) supply is extremely elastic. Answer: [pic] [pic] [pic] [pic] 2.Industry researchers R.S. Platou predicted

    Premium Supply and demand Costs Microeconomics

    • 3265 Words
    • 14 Pages
    Better Essays
  • Good Essays

    Risk management

    • 4427 Words
    • 18 Pages

    DERIVATIVE INSTRUMENTS MARKETS AND Chapter 1: Derivative Markets and Instruments Page 1 of 13 LOS 1.a: Define a derivative and distinguish between exchange-traded and over-the-counter derivatives. A derivative is a security that derives its value from the value or return of another asset or security. A physical exchange exists for many options contracts and futures contracts. Exchange-traded derivatives are standardized and backed by a clearinghouse. Forwards and swaps are custom

    Premium Futures contract Derivative Forward contract

    • 4427 Words
    • 18 Pages
    Good Essays
  • Good Essays

    Financial risk management

    • 11655 Words
    • 52 Pages

    absolute level of interest rates. Example Dexia had a great interest rate risk. They had a lot of mortgage loans (long term). They financed the long term liabilities with short term assets. This increased the interest rate risk. According to the yield curve‚ short term loans have lower interest rates. You can solve the problem of interest rate risk by using an interest rate swap. The market value of loan declines  Margin you need to pay as collateral  Liquidity risk increases. Dexia made an enormeous

    Premium Futures contract Forward contract Derivative

    • 11655 Words
    • 52 Pages
    Good Essays
  • Powerful Essays

     UBS Alternative Investments February 2011 Hedge Fund Education Series This publication is a compendium of all previously published reports in the series. Part 1 What are Hedge Funds? Part 2 Inside the Black Box Part 3 Asset Characteristics of Hedge Funds Part 4 Important Hedge Fund Strategies Part 5 Implementing a Hedge Fund Portfolio Please click the links above to jump directly to a section. UBS Financial Services Inc. (UBS FS) is pleased to provide you with information about

    Premium Hedge fund

    • 13712 Words
    • 55 Pages
    Powerful Essays
  • Good Essays

    Market Power

    • 802 Words
    • 4 Pages

    choosing the quantity of goods (or services) at which marginal revenues equal the marginal cost. However‚ unlike firms in a competitive market‚ a firm with market power (whose excess is represented by a monopolist) faces a downward sloping demand curve and therefore is able‚ to some extent‚ to choose the price at which it is selling its products. Thus‚ the price of a firm with market power is greater than MC (P>MC=MR). In particular‚ a firm with market power that sets a single price should base

    Premium Marketing Supply and demand Economics

    • 802 Words
    • 4 Pages
    Good Essays
  • Powerful Essays

    http://helpyoustudy.info CHAPTER 1 Introduction Practice Questions Problem 1.8. Suppose you own 5‚000 shares that are worth $25 each. How can put options be used to provide you with insurance against a decline in the value of your holding over the next four months? You should buy 50 put option contracts (each on 100 shares) with a strike price of $25 and an expiration date in four months. If at the end of four months the stock price proves to be less than $25‚ you can exercise the options and

    Premium Futures contract

    • 33956 Words
    • 136 Pages
    Powerful Essays
  • Better Essays

    Introduction Part 1 of this paper will look at the three most common models used for estimating the rate of return for a given company; dividend growth‚ Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT). The board of directors for Apple Computer Corporation will receive this report‚ and based on the findings and analysis included‚ Apple will be given a recommendation as to the cost equity model they should implement to estimate their future rate of returns. This report

    Premium

    • 1284 Words
    • 6 Pages
    Better Essays
  • Satisfactory Essays

    Monetary Economics

    • 65934 Words
    • 264 Pages

    Undergraduate study in Economics‚ Management‚ Finance and the Social Sciences Monetary economics R. Love EC3115‚ 2790115 2011 Monetary economics R. Love EC3115‚ 2790115 2011 Undergraduate study in Economics‚ Management‚ Finance and the Social Sciences This subject guide is for a Level 3 course (also known as a ‘300 course’) offered as part of the University of London International Programmes in Economics‚ Management‚ Finance and the Social Sciences. This is equivalent to Level

    Premium Money supply Monetary policy Money

    • 65934 Words
    • 264 Pages
    Satisfactory Essays
  • Powerful Essays

    Derivatives solution

    • 11475 Words
    • 131 Pages

    MFIN6003 Derivative Securities Dr. Huiyan Qiu End-of-chapter Questions for Practice (with Answers) Following is a list of selected end-of-chapter questions for practice from McDonald’s Derivatives Markets. For students who do not have a copy of the McDonald’s book‚ be aware that a copy of the book is reserved at the main library of the University of Hong Kong for you to borrow for short period of time. Answers provided are for your reference only. It is complied directly from the solution

    Premium Futures contract Call option Option

    • 11475 Words
    • 131 Pages
    Powerful Essays
  • Powerful Essays

    rate of interest is 7% per annum with continuous compounding‚ and the dividend yield on a stock index is 3.2% per annum. The current value of the index is 150. What is the six-month futures price? Using equation (5.3) the six month futures price is 150e(0.07−0.032)×0.5 = 152.88 or $152.88. Problem 5.11. Assume that the risk-free interest rate is 9% per annum with continuous compounding and that the dividend yield on a stock index varies throughout the year. In February‚ May‚ August‚ and November

    Premium Futures contract Forward contract

    • 4319 Words
    • 18 Pages
    Powerful Essays
Page 1 42 43 44 45 46 47 48 49 50